This is more related to dynamic365. You should create a sandbox environment first in dynamic365, please refer to: https://docs.microsoft.com/en-us/dynamics365/business-central/across-how-create-sandbox-environment.
thank you for you reply. I already have a Sandbox anvironment. simply when I connect to PowerBI, I chose BusinessCentral as service, I set my credential, and the PowerBI directly goes to the production environment. no way to change it and log to the sandbox already in place.
as workaround you could connect via OData-Feed and basic authentication (username and web service access key as password)